Description

This analysis provides a forecast of COMP5692 prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-10-26 30.540795 32.761922 35.174426 38.009957 41.278732 44.963216 49.481026
2025-11-02 27.333978 30.312648 33.754792 38.098813 43.546194 50.318103 59.670490
2025-11-09 24.855805 28.065337 31.903862 36.952522 43.618982 52.455509 65.737855
2025-11-16 22.960186 26.257140 30.298520 35.778720 43.306815 53.812110 70.786857
2025-11-23 22.165792 25.696647 30.141837 36.377894 45.343064 58.652384 82.250641
2025-11-30 21.247574 24.885953 29.560446 36.294120 46.335709 62.039630 92.315256
2025-12-07 20.339964 24.015410 28.814071 35.875988 46.731569 64.486241 101.443803
2025-12-14 19.117913 22.658548 27.316670 34.242695 45.048889 63.125429 102.302753
2025-12-21 18.605100 22.214256 27.033954 34.347579 46.105052 66.709698 115.454288
2025-12-28 18.237371 21.939849 26.960607 34.743077 47.661218 71.500916 134.130653
2026-01-04 17.532150 21.169172 26.138462 33.923042 47.055933 71.954909 141.293573
2026-01-11 17.282097 21.012097 26.181548 34.445311 48.834467 77.636724 168.599986
2026-01-18 16.998728 20.875332 26.360792 35.397957 51.916124 88.017618 232.099665
2026-01-25 16.483676 20.394802 26.016614 35.496063 53.505778 95.911907 310.742606
2026-02-01 15.752972 19.560835 25.075839 34.481542 52.700383 97.302222 358.518024
2026-02-08 15.079130 18.777652 24.166780 33.442273 51.694675 97.860371 407.540404
2026-02-15 14.825005 18.591478 24.162393 33.973261 54.075588 109.566759 698.228168
2026-02-22 14.457371 18.218397 23.839243 33.899069 55.122223 117.766481 1233.137684
2026-03-01 14.054657 17.774771 23.377717 33.528505 55.430779 123.670266 2497.071606
2026-03-08 13.452798 17.011904 22.371194 32.077240 53.006598 118.113370 2326.033926
2026-03-15 13.204847 16.772546 22.196529 32.170617 54.303412 128.307961 62918.873823
2026-03-22 13.023499 16.625453 22.161609 32.522499 56.305182 143.378414 NaN
2026-03-29 12.645082 16.164429 21.589758 31.792501 55.435143 144.326552 NaN